+29.0%
NFLX vs MDB
-28.4%
+57.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.1% | -1.3% | -4.5% |
| 7D | -4.2% | -17.4% | +13.2% | -0.5% |
| 30D | +5.5% | -2.0% | +7.5% | +5.2% |
| 3M | -4.1% | -3.0% | -1.0% | -4.5% |
| 6M | -20.7% | +48.7% | -69.4% | -29.5% |
| YTD | -16.5% | -12.1% | -4.4% | -17.4% |
| 1Y | -37.8% | +14.5% | -52.3% | -42.9% |
| 3Y | +77.9% | -6.1% | +84.0% | +57.3% |
| All | +29.0% | -28.4% | +57.3% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MDB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling